-35.9%
BABA vs DLR
+9.4%
-45.3%
-46.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | +3.4% | -7.1% | -4.1% |
| 7D | +3.8% | +2.4% | +1.5% | +3.4% |
| 30D | -5.4% | +0.7% | -6.1% | -5.6% |
| 3M | -17.9% | -6.4% | -11.5% | -17.3% |
| 6M | -24.1% | -6.5% | -17.5% | -23.4% |
| YTD | -27.4% | +18.8% | -46.2% | -26.4% |
| All | -35.9% | +9.4% | -45.3% | -35.2% |
Cumulative growth
Daily Returns
Daily percentage return beside DLR.
Daily Out/Under-Performance
Portfolio return minus DLR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DLR return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 1y: compounded portfolio wealth divided by compounded DLR wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
1y analysis · Full analysis span regression · 6 months rolling